Aerospace Engineering Scholarly Works: Recent submissions

Now showing items 41-49 of 49

    • Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2009-02-01)
      The solutions of a family of semilinear stochastic equations in a Hilbert space with a fractional Brownian motion are investigated. The nonlinear term in these equations has primarily only a growth condition assumption. ...

    • Linear-quadratic fractional Gaussian control 

      Duncan, Tyrone E.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2013-01-01)
      In this paper a control problem for a linear stochastic system driven by a noise process that is an arbitrary zero mean, square integrable stochastic process with continuous sample paths and a cost functional that is ...

    • Linear-quadratic control for stochastic equations in a Hilbert space with a fractional Brownian motion 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2012-01-01)
      A linear-quadratic control problem with a finite time horizon for some infinite-dimensional controlled stochastic differential equations driven by a fractional Gaussian noise is formulated and solved. The feedback form of ...

    • Adaptive control for semilinear stochastic systems 

      Duncan, Tyrone E.; Maslowski, Bozenna J.; Pasik-Duncan, Bozenna (Society for Industrial and Applied Mathematics, 2000-01-01)
      An adaptive, ergodic cost stochastic control problem for a partially known, semilinear, stochastic system in an infinite dimensional space is formulated and solved. The solutions of the Hamilton--Jacobi--Bellman equations ...

    • Coupling of twin rectangular supersonic jets 

      Raman, Ganesh; Taghavi, Ray R. (CAMBRIDGE UNIV PRESS, 1998-01)
      Twin jet plumes on aircraft can couple, producing dynamic pressures significant enough to cause structural fatigue. For closely spaced jets with a moderate aspect ratio (e.g. 5), previous work has established that two ...

    • A Kiefer-Wolfowitz algorithm with randomized differences 

      Chen, H. F.; Duncan, Tyrone E.; Pasik-Duncan, Bozenna (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 1999-03)
      A Kiefer-Wolfowitz or simultaneous perturbation algorithm that uses either one-sided or two-sided randomized differences and truncations at randomly varying bounds is given in this paper. At each iteration of the algorithm ...

    • Adaptive continuous-time linear quadratic Gaussian control 

      Duncan, Tyrone E.; Guo, L.; Pasik-Duncan, Bozenna (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 1999-09)
      The adaptive linear quadratic Gaussian control problem, where the linear transformation of the state A and the linear transformation of the control B are unknown, is solved assuming only that (A, B) is controllable and (A, ...

    • Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise 

      Duncan, Tyrone E.; Pasik-Duncan, Bozenna; Zhang, Q. (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 1999-02)
      The adaptive production planning of failure-prone manufacturing systems is considered in this paper, In real manufacturing systems, the product demand is usually not known a priori. One of the major tasks in production ...

    • A note on sampling and parameter estimation in linear stochastic systems 

      Duncan, Tyrone E.; Mandl, P.; Pasik-Duncan, Bozenna (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 1999-11)
      Numerical differentiation formulas that yield consistent least squares parameter estimates from sampled observations of linear, time invariant higher order systems have been introduced previously by Duncan et al. The ...